+1,071.7%
KEYS vs WST
+704.9%
+366.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.9% | -1.7% | +4.6% | +3.5% |
| 30D | -1.3% | -4.3% | +3.0% | 0.0% |
| 3M | -0.1% | +0.7% | -0.9% | -0.7% |
| 6M | +17.4% | +36.0% | -18.7% | +5.4% |
| YTD | +62.9% | +22.7% | +40.2% | +50.8% |
| 1Y | +95.7% | +34.1% | +61.6% | +75.2% |
| 3Y | +150.2% | -13.6% | +163.8% | +139.9% |
| 5Y | +83.1% | -26.0% | +109.1% | +83.3% |
| 10Y | +1,020.9% | +335.8% | +685.2% | +389.4% |
| All | +1,071.7% | +704.9% | +366.8% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling